BSDEs generated by fractional space-time noise and related SPDEs

DOI10.1016/j.amc.2023.127979arXiv2208.00289MaRDI QIDQ6160578

Chao Mi, Juan Li, Yaozhong Hu

Publication date: 26 June 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.00289

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsbackward stochastic differential equationsexplicit solutionFeynman-Kac formulasfractional space-time noise

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Miscellaneous topics in partial differential equations (35Rxx) Stochastic processes (60Gxx)

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